Sanei Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.48% (+4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7579 | 25.04 | |
| 0.4128 | 38.22 | |
| -0.3443 | -7.19 | |
| 0.8651 | 12.82 | |
| 0.0000 | 0.01 | |
| 0.9983 | 604.30 |
Estimation Period:
Dec 25, 2020 to Feb 13, 2026
Dec 25, 2020 to Feb 13, 2026
News Impact Curve
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